Fuzzy portfolio optimization

P Gupta, MK Mehlawat, M Inuiguchi… - Studies in fuzziness and …, 2014 - Springer
STUDFUZZ 316 - Fuzzy Portfolio Optimization Page 1 Fuzzy Portfolio Optimization Pankaj Gupta
Mukesh Kumar Mehlawat Masahiro Inuiguchi Suresh Chandra Advances in Hybrid Multi-criteria …

A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality

P Gupta, MK Mehlawat, A Saxena - Information Sciences, 2010 - Elsevier
A hybrid approach to asset allocation with simultaneous consideration of suitability and
optimality - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books …

A hybrid approach for constructing suitable and optimal portfolios

P Gupta, M Inuiguchi, MK Mehlawat - Expert Systems with Applications, 2011 - Elsevier
The purpose of the paper is to propose a hybrid approach for asset allocation with
simultaneous consideration of suitability and optimality. In this approach, recourse is taken …

A multicriteria decision making at portfolio management

J Charouz, J Ramík - 2010 - otik.uk.zcu.cz
In this paper we propose an application of the Analytic hierarchy process (AHP) to partial
task at portfolio management. Any portfolio manager who works in an asset management …

ESG Investing: A Decision-Making Paradox?

O Guedhami, D Louton, H Saraoglu… - The Journal of Impact …, 2022 - pm-research.com
Debates about the attributes of environmental, social, and governance (ESG) investing are
ongoing. The definitions, integration methods, performance outcomes, and data consistency …

A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers

S Bahloul, F Abid - International Journal of Multicriteria …, 2013 - inderscienceonline.com
The aim of this paper is to develop an integrated multiple criteria decision making approach
combining the analytic hierarchy process (AHP) and the goal programming (GP) model to …

Behavioral optimization models for multicriteria portfolio selection

MK Mehlawat - Yugoslav Journal of Operations Research, 2016 - yujor.fon.bg.ac.rs
In this paper, behavioral construct of suitability is used to develop a multi-criteria decision
making framework for portfolio selection. To achieve this purpose, we rely on multiple …

A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria …

N Abdi, M Moradzadeh Fard, H Ahmadzadeh… - Financial Management …, 2021 - jfmp.sbu.ac.ir
Due to the dynamic trend of stock prices and the volatile nature of the market, asset price
forecasting plays a key role in creating an efficient strategy, and the results of price …

Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock …

N Abdi, M Moradzadeh Fard, H Ahmadzadeh… - Journal of Investment …, 2023 - jik-ifea.ir
Using effective and efficient criteria in choosing the investment portfolio can provide the most
profitability for individual and institutional investors. Therefore, it seems necessary to choose …

[PDF][PDF] Application of an AHP-type Method at Portfolio Management

J Charouz, J Ramík - MULTIPLE CRITERIA DECISION …, 2010 - mcdm.ue.katowice.pl
The article deals with an application of the methodology of Analytic Hierarchy process (AHP)
and also with its newly developed modification named FVK to portfolio management. The …